Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0.92% | 85.53 % | 86.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 215,281 CHF | 217,281 CHF | 99.84% | 99.84% |
19/11/2024 | 0.92% | 85.61 % | 86.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 215,523 CHF | 217,523 CHF | 99.63% | 99.63% |
18/11/2024 | 0.89% | 89.69 % | 90.49 % | 250,000 | 250,000 | 250,000 | 250,000 | 223,518 CHF | 225,518 CHF | 99.99% | 99.99% |
15/11/2024 | 0.89% | 88.21 % | 89.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 223,254 CHF | 225,254 CHF | 100.00% | 100.00% |
14/11/2024 | 0.88% | 91.38 % | 92.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 226,812 CHF | 228,812 CHF | 99.89% | 99.89% |
13/11/2024 | 0.89% | 89.76 % | 90.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 224,657 CHF | 226,657 CHF | 99.98% | 99.98% |
12/11/2024 | 0.88% | 90.00 % | 90.80 % | 250,000 | 240,000 | 250,000 | 240,148 | 226,828 CHF | 219,811 CHF | 99.92% | 99.92% |
11/11/2024 | 0.85% | 92.80 % | 93.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,207 CHF | 235,207 CHF | 99.92% | 99.92% |
08/11/2024 | 0.86% | 92.21 % | 93.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 231,711 CHF | 233,711 CHF | 99.76% | 99.76% |
07/11/2024 | 0.85% | 93.11 % | 93.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 234,495 CHF | 236,495 CHF | 99.91% | 99.91% |